Nationals MP George Christensen is refusing to apologise after copping widespread condemnation for publishing a photo of himself pointing a pistol with the caption "do you feel lucky, greenie punks?"

Even though he has removed it, Mr Christensen does not accept there is anything wrong with his apparent attempt at a Dirty Harry-inspired joke, which has prompted a complaint to federal police by the Australian Greens.

"Putting a joke up on social media, if that's doing something wrong, then there's a lot of people that are going to be in trouble because it happens every day, every hour in this country," Mr Christensen said.

His Facebook post, which came just days after a high school shooting massacre in Florida, has given Malcolm Turnbull another Nationals-induced headache as he deals with the fallout from the Barnaby Joyce scandal.

"It was very inappropriate and he took it down after he was spoken to about it," Mr Turnbull told 3AW radio on Monday.

Liberal MP Warren Entsch was far more blunt.

"I think it was bloody stupid," he told reporters.

Greens leader Richard Di Natale has referred the post to the AFP while the minor party's Senator Sarah Hanson-Young has lodged her own complaint over a death threat she received from someone she believes is a supporter of Mr Christensen.

Opposition Leader Bill Shorten said the colourful north Queensland MP might not have broken the law but it was not his job to stoop to the lowest common denominator with cheap gags.

"He's a member of parliament, not some galah down in the front bar carrying on with a few jokes," Mr Shorten told reporters in Townsville.